Quantitative Risk Specialist

Vertragsart:
Vor Ort
Start:
ASAP
Dauer:
6 months
Von:
Michael Bailey Associates - Zurich
Ort:
Zürich
Eingestellt:
09.06.2017
Land:
flag_no Schweiz
Projekt-ID:
1358646

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For our banking client we are currently looking for a

Quantitative Risk Specialist

Start date: ASAP
Duration: 6 months
Location: Zurich

Your tasks:

  • develop and maintain methodologies for stress testing the bank, different legal entities around the globe (including regulatory stress exercises such as CCAR)
  • use techniques from quantitative risk management, financial mathematics and econometrics to develop and improve models
  • implement models in R, before being Embedded into the productive risk infrastructure
  • prepare the documentation of the models and present impacts to senior management stakeholders across the bank

The ideal candidate shall bring:

  • a Master's or PhD degree in applied quantitative discipline (eg Mathematics, Econometrics, Statistics, Financial Engineering, Economics, Finance)
  • experience in stress testing or other areas of risk methodology (credit risk)
  • sound knowledge of statistical and econometric methods and their application
  • proficient in R (use of statistical software such as SAS is a plus)
  • IT flair and programming and modelling knowledge. Experience in writing code is essential
  • strong analytical, conceptual and organizational skills with the ability to work to tight deadlines
  • good general understanding and interest in (macro-) economic mechanisms and their influence on financial markets
  • experience with handling large datasets is a plus
  • able to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
  • a great communicator at all levels in the organization
  • team-orientated, while able to complete tasks independently
  • fluent in English, additional languages are welcome

Michael Bailey International is acting as an Employment Business in relation to this vacancy.